RDLAX vs. MEIFX

Last updated Jul 3, 2026

RDLAX (Columbia Disciplined Growth Fund) and MEIFX (Meridian Enhanced Equity Fund) are both Large Cap Growth Equities funds. Over the past 10 years, RDLAX returned 16.19%/yr vs 13.93%/yr for MEIFX. A 0.80 correlation means they provide meaningful diversification when combined. RDLAX charges 1.07%/yr vs 1.20%/yr for MEIFX.

Performance

RDLAX vs. MEIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Disciplined Growth Fund (RDLAX) and Meridian Enhanced Equity Fund (MEIFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RDLAX achieves a 3.22% return, which is significantly lower than MEIFX's 5.19% return. Over the past 10 years, RDLAX has outperformed MEIFX with an annualized return of 16.19%, while MEIFX has yielded a comparatively lower 13.93% annualized return.

RDLAX

• 1D: -0.41%
• 1M: -3.18%
• 6M: 3.22%
• YTD: 3.22%
• 1Y: 17.95%
• 3Y*: 19.49%
• 5Y*: 12.15%
• 10Y*: 16.19%

MEIFX

• 1D: 0.58%
• 1M: 0.51%
• 6M: 5.19%
• YTD: 5.19%
• 1Y: 6.31%
• 3Y*: 10.87%
• 5Y*: 5.59%
• 10Y*: 13.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RDLAX vs. MEIFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RDLAX Columbia Disciplined Growth Fund	3.22%	18.41%	28.05%	40.80%	-27.93%	29.54%	28.33%	28.27%	-3.92%	28.84%
MEIFX Meridian Enhanced Equity Fund	5.19%	6.51%	13.19%	18.96%	-16.43%	15.15%	26.18%	44.95%	-0.51%	27.94%

Correlation

The correlation between RDLAX and MEIFX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (10Y) Calculated over the trailing 10-year period	0.70
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008	0.80

Over the past year, the correlation between RDLAX and MEIFX has dropped to 0.46 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

Return for Risk

RDLAX vs. MEIFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RDLAX

RDLAX Risk / Return Rank: 23
RDLAX Sharpe Ratio Rank: 26
RDLAX Sortino Ratio Rank: 25
RDLAX Omega Ratio Rank: 25
RDLAX Calmar Ratio Rank: 19
RDLAX Martin Ratio Rank: 21

MEIFX

MEIFX Risk / Return Rank: 16
MEIFX Sharpe Ratio Rank: 12
MEIFX Sortino Ratio Rank: 12
MEIFX Omega Ratio Rank: 11
MEIFX Calmar Ratio Rank: 24
MEIFX Martin Ratio Rank: 23

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RDLAX vs. MEIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Disciplined Growth Fund (RDLAX) and Meridian Enhanced Equity Fund (MEIFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RDLAX	MEIFX	Difference
Sharpe ratio: Return per unit of total volatility	1.13	0.71	+0.42
Sortino ratio: Return per unit of downside risk	1.60	1.05	+0.55
Omega ratio: Gain probability vs. loss probability	1.20	1.13	+0.08
Calmar ratio: Return relative to maximum drawdown	1.19	1.41	-0.22
Martin ratio: Return relative to average drawdown	3.93	4.34	-0.41

RDLAX vs. MEIFX - Sharpe Ratio Comparison

The current RDLAX Sharpe Ratio is 1.13, which is higher than the MEIFX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of RDLAX and MEIFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RDLAX vs. MEIFX - Drawdown Comparison

The maximum RDLAX drawdown since its inception was -51.56%, smaller than the maximum MEIFX drawdown of -54.37%. Use the drawdown chart below to compare losses from any high point for RDLAX and MEIFX.

Drawdown Indicators

	RDLAX	MEIFX	Difference
Max Drawdown Largest peak-to-trough decline	-51.56%	-54.37%	+2.81%
Max Drawdown (1Y) Largest decline over 1 year	-15.93%	-4.80%	-11.13%
Max Drawdown (3Y) Largest decline over 3 years	-24.85%	-19.30%	-5.55%
Max Drawdown (5Y) Largest decline over 5 years	-44.07%	-23.54%	-20.53%
Max Drawdown (10Y) Largest decline over 10 years	-44.07%	-28.67%	-15.40%
Current Drawdown Current decline from peak	-3.48%	-1.03%	-2.45%
Average Drawdown Average peak-to-trough decline	-9.85%	-7.70%	-2.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.79%	1.54%	+3.25%

Volatility

RDLAX vs. MEIFX - Volatility Comparison

Columbia Disciplined Growth Fund (RDLAX) has a higher volatility of 6.54% compared to Meridian Enhanced Equity Fund (MEIFX) at 3.72%. This indicates that RDLAX's price experiences larger fluctuations and is considered to be riskier than MEIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RDLAX	MEIFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.54%	3.72%	+2.82%
Volatility (6M) Calculated over the trailing 6-month period	13.09%	6.91%	+6.18%
Volatility (1Y) Calculated over the trailing 1-year period	16.73%	9.56%	+7.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.03%	15.95%	+10.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.34%	17.94%	+5.40%

RDLAX vs. MEIFX - Expense Ratio Comparison

RDLAX has a 1.07% expense ratio, which is lower than MEIFX's 1.20% expense ratio.

Dividends

RDLAX vs. MEIFX - Dividend Comparison

RDLAX's dividend yield for the trailing twelve months is around 7.88%, more than MEIFX's 6.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MEIFX Meridian Enhanced Equity Fund	6.89%	7.25%	14.61%	0.61%	9.28%	25.44%	13.26%	40.49%	11.67%	1.18%	0.78%	4.24%
RDLAX Columbia Disciplined Growth Fund	7.88%	8.13%	10.15%	5.75%	12.48%	25.33%	12.58%	8.06%	15.56%	13.13%	6.15%	13.58%

Frequently Asked Questions

Can I hold both RDLAX and MEIFX in my portfolio?

RDLAX and MEIFX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RDLAX or MEIFX?

RDLAX has higher volatility (6.54%) compared to MEIFX (3.72%). In terms of maximum drawdown, RDLAX dropped -51.56% vs MEIFX's -54.37%.

Which has better risk-adjusted returns?

RDLAX currently has the higher Sharpe Ratio (1.13 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.